diff --git a/yearn/yeth.py b/yearn/yeth.py index b747f790a..98e50d885 100644 --- a/yearn/yeth.py +++ b/yearn/yeth.py @@ -5,16 +5,18 @@ import logging from datetime import datetime, timezone, timedelta from pprint import pformat -from typing import Optional +from typing import Optional, AsyncIterator import eth_retry from brownie import chain +from brownie.network.event import _EventItem from y import Contract, Network, magic from y.contracts import contract_creation_block_async from y.datatypes import Block from y.exceptions import PriceError, yPriceMagicError from y.time import get_block_timestamp_async, closest_block_after_timestamp +from y.utils.events import Events from y.utils.dank_mids import dank_w3 from yearn.apy.common import (SECONDS_PER_WEEK, SECONDS_PER_YEAR, Apy, ApyFees, @@ -139,12 +141,16 @@ def decimals(self): def _sanitize(self, name): return re.sub(r"([\d]+)\.[\d]*", r"\1", name) - def _get_lst_data(self, block=None): - virtual_balance = YETH_POOL.virtual_balance(self.asset_id, block_identifier=block) / 1e18 - weights = YETH_POOL.weight(self.asset_id, block_identifier=block) + async def _get_lst_data(self, block=None): + virtual_balance, weights, rate = await asyncio.gather( + YETH_POOL.virtual_balance.coroutine(self.asset_id, block_identifier=block), + YETH_POOL.weight.coroutine(self.asset_id, block_identifier=block), + RATE_PROVIDER.rate.coroutine(str(self.lst), block_identifier=block) + ) + virtual_balance /= 1e18 weight = weights[0] / 1e18 target = weights[1] / 1e18 - rate = RATE_PROVIDER.rate(str(self.lst), block_identifier=block) / 1e18 + rate /= 1e18 return { "virtual_balance": virtual_balance, @@ -155,8 +161,12 @@ def _get_lst_data(self, block=None): @eth_retry.auto_retry async def apy(self, samples: ApySamples) -> Apy: - now_rate = RATE_PROVIDER.rate(str(self.lst), block_identifier=samples.now) / 1e18 - week_ago_rate = RATE_PROVIDER.rate(str(self.lst), block_identifier=samples.week_ago) / 1e18 + now_rate, week_ago_rate = await asyncio.gather( + RATE_PROVIDER.rate.coroutine(str(self.lst), block_identifier=samples.now), + RATE_PROVIDER.rate(str(self.lst), block_identifier=samples.week_ago), + ) + now_rate /= 1e18 + week_ago_rate /= 1e18 now_point = SharePricePoint(samples.now, now_rate) week_ago_point = SharePricePoint(samples.week_ago, week_ago_rate) apy = calculate_roi(now_point, week_ago_point) @@ -165,13 +175,15 @@ async def apy(self, samples: ApySamples) -> Apy: @eth_retry.auto_retry async def tvl(self, block=None) -> Tvl: - data = self._get_lst_data(block=block) + data = await self._get_lst_data(block=block) tvl = data["virtual_balance"] * data["rate"] return Tvl(data["virtual_balance"], data["rate"], tvl) async def describe(self, block=None): - weth_price = await magic.get_price(weth, block=block, sync=False) - data = self._get_lst_data(block=block) + weth_price, data = await asyncio.gather( + magic.get_price(weth, block=block, sync=False), + self._get_lst_data(block=block), + ) if block: block_timestamp = await get_block_timestamp_async(block) @@ -200,7 +212,7 @@ async def describe(self, block=None): } async def total_value_at(self, block=None): - data = self._get_lst_data(block=block) + data = await self._get_lst_data(block=block) tvl = data["virtual_balance"] * data["rate"] return tvl @@ -210,31 +222,32 @@ def __init__(self) -> None: self.st_yeth = StYETH() self.swap_volumes = {} self.resolution = os.environ.get('RESOLUTION', '1h') # Default: 1 hour - + self.swap_events = Events(addresses=[str(YETH_POOL)]) + + async def _get_swaps(self, from_block, to_block) -> AsyncIterator[_EventItem]: + async for event in YETH_POOL.events.Swap.events(to_block): + if event.block_number < from_block: + continue + elif event.block_number > to_block: + return + yield event + async def _get_swap_volumes(self, from_block, to_block): - logs = get_logs_asap([str(YETH_POOL)], None, from_block=from_block, to_block=to_block) - events = decode_logs(logs) - - num_assets = YETH_POOL.num_assets(block_identifier=from_block) + num_assets = await YETH_POOL.num_assets.coroutine(block_identifier=from_block) volume_in_eth = [0] * num_assets volume_out_eth = [0] * num_assets volume_in_usd = [0] * num_assets volume_out_usd = [0] * num_assets - rates = [] - for i in range(num_assets): - lst = self.st_yeth.lsts[i] - address = str(lst.lst) - rates.append(RATE_PROVIDER.rate(address, block_identifier=from_block) / 1e18) - - for e in events: - if e.name == "Swap": - asset_in = e["asset_in"] - asset_out = e["asset_out"] - amount_in = e["amount_in"] / 1e18 - amount_out = e["amount_out"] / 1e18 - volume_in_eth[asset_in] += amount_in * rates[asset_in] - volume_out_eth[asset_out] += amount_out * rates[asset_out] + rates = [r / 1e18 for r in await asyncio.gather(*[RATE_PROVIDER.rate.coroutine(str(self.st_yeth.lsts[i].lst), block_identifier=from_block) for i in range(num_assets)])] + + async for swap in self._get_swaps(from_block, to_block): + asset_in = swap["asset_in"] + asset_out = swap["asset_out"] + amount_in = swap["amount_in"] / 1e18 + amount_out = swap["amount_out"] / 1e18 + volume_in_eth[asset_in] += amount_in * rates[asset_in] + volume_out_eth[asset_out] += amount_out * rates[asset_out] weth_price = float(await magic.get_price(weth, block=from_block, sync=False)) for i, value in enumerate(volume_in_eth):